Exposure of native protein to heat leads to partial denaturation of the protein due to breaking of-
a. S-S bonds
c. Hydrophobic interactions
d. Peptide bonds
After a bit of surface googling I understand peptide bonds are not broken in the process of denaturation and di-sulphide bonds are not broken either (by heat) but by reducers like $\beta$- Mercaptoethanol. These reducers are added in experiments to ensure that the bonds which contribute largely to the tertiary structure are broken.
So either H-bonds or hydrophobic interactions are affected. I cannot make out which one would be the most affected/first one to be affected since the question says partial denaturation, meaning, it was not heated for long.